Package: GeneralizedHyperbolic
Version: 0.8-7
Date: 2025-03-29
Title: The Generalized Hyperbolic Distribution
Authors@R: person(given = "David",
                  family = "Scott",
                  role = c("aut", "cre"),
                  email = "d.scott@auckland.ac.nz")
Maintainer: David Scott <d.scott@auckland.ac.nz>
Depends: R (>= 3.0.1)
Imports: DistributionUtils, MASS
Suggests: VarianceGamma, actuar, SkewHyperbolic, RUnit
Encoding: UTF-8
Description: Functions for the hyperbolic and related distributions.
        Density, distribution and quantile functions and random number
        generation are provided for the hyperbolic distribution, the
        generalized hyperbolic distribution, the generalized inverse
        Gaussian distribution and the skew-Laplace distribution.
        Additional functionality is provided for the hyperbolic
        distribution, normal inverse Gaussian distribution and
        generalized inverse Gaussian distribution, including fitting of
        these distributions to data. Linear models with hyperbolic
        errors may be fitted using hyperblmFit.
License: GPL (>= 2)
URL: https://r-forge.r-project.org/projects/rmetrics/
Repository: https://r-forge.r-universe.dev
Date/Publication: 2026-02-21 23:23:40 UTC
RemoteUrl: https://github.com/r-forge/rmetrics
RemoteRef: HEAD
RemoteSha: d8bc4aeb583742e52170b581b908108e0282bf7b
RemoteSubdir: pkg/GeneralizedHyperbolic
NeedsCompilation: no
Packaged: 2026-06-22 07:23:44 UTC; root
Author: David Scott [aut, cre]